Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47929.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46534.41 Kr¶

PnL: ---------------------------------------> -354.16 Kr¶

DD now: ---------------------------------> -1.441 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 11:30:20.839676'

Anic Portfolio¶

This Week¶

Return: 0.035 %¶

Total¶

Return: 56.91 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.780000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.850000 2786.000000 150.000000 5.690000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.190000 631.890000 54.890000 9.510000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 0.000000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.380000 3416.000000 39.000000 1.150000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -1.760000 390.000000 35.000000 9.860000 355.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Resurs Holding 22 0.730000 608.080000 34.080000 5.940000 573.999998
Boozt 12 -0.360000 1682.400000 28.400000 1.720000 1653.999996
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
Intrum 4 -0.550000 543.400000 16.400000 3.110000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Securitas B 6 0.910000 585.240000 15.240000 2.670000 570.000000
Swedbank A 3 1.850000 579.000000 15.000000 2.660000 564.000000
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -0.370000 544.800000 12.800000 2.410000 532.000000
OEM International B 7 -0.770000 540.400000 12.400000 2.350000 527.999997
CTEK 13 0.940000 541.710000 7.710000 1.440000 533.999999
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.500000 548.750000 2.750000 0.500000 546.000000
Nordea Bank Abp 29 0.340000 3455.640000 1.640000 0.050000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 -0.960000 246.480000 0.480000 0.200000 246.000000
Creaspac SPAC 6 -0.100000 576.000000 -1.000000 -0.170000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -1.070000 557.200000 -16.800000 -2.930000 574.000000
International Petroleum Corp. 5 -2.610000 560.000000 -34.570000 -5.810000 594.565215
Essity A 4 -1.590000 1114.000000 -35.000000 -3.050000 1149.000000
Sampo Oyj SDB 7 -0.910000 3808.000000 -42.000000 -1.090000 3850.000000
Vivesto 1368 -0.990000 546.110000 -66.890000 -10.910000 612.999432
Axfood 13 -0.670000 3636.100000 -119.900000 -3.190000 3756.000001
Fasadgruppen Group 35 3.300000 3612.000000 -199.000000 -5.220000 3810.999990
OX2 18 -1.060000 1424.700000 -239.300000 -14.380000 1663.999992
Ovzon 52 0.180000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46535.020000 -353.550000 -1.43946% 46888.564618

Updated:¶

'2023-01-24 11:29:26.980714'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶